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StorelessCovariance (Commons Math 3.2 API)
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org.apache.commons.math3.stat.correlation</FONT>
<BR>
Class StorelessCovariance</H2>
<PRE>
<A HREF="http://download.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">java.lang.Object</A>
  <IMG SRC="../../../../../../resources/inherit.gif" ALT="extended by "><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation">org.apache.commons.math3.stat.correlation.Covariance</A>
      <IMG SRC="../../../../../../resources/inherit.gif" ALT="extended by "><B>org.apache.commons.math3.stat.correlation.StorelessCovariance</B>
</PRE>
<HR>
<DL>
<DT><PRE>public class <B>StorelessCovariance</B><DT>extends <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation">Covariance</A></DL>
</PRE>

<P>
Covariance implementation that does not require input data to be
 stored in memory. The size of the covariance matrix is specified in the
 constructor. Specific elements of the matrix are incrementally updated with
 calls to incrementRow() or increment Covariance().

 <p>This class is based on a paper written by Philippe P&eacute;bay:
 <a href="http://prod.sandia.gov/techlib/access-control.cgi/2008/086212.pdf">
 Formulas for Robust, One-Pass Parallel Computation of Covariances and
 Arbitrary-Order Statistical Moments</a>, 2008, Technical Report SAND2008-6212,
 Sandia National Laboratories.</p>

 <p>Note: the underlying covariance matrix is symmetric, thus only the
 upper triangular part of the matrix is stored and updated each increment.</p>
<P>

<P>
<DL>
<DT><B>Since:</B></DT>
  <DD>3.0</DD>
<DT><B>Version:</B></DT>
  <DD>$Id: StorelessCovariance.java 1410238 2012-11-16 07:58:49Z luc $</DD>
</DL>
<HR>

<P>

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<TD><CODE><B><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#StorelessCovariance(int)">StorelessCovariance</A></B>(int&nbsp;dim)</CODE>

<BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Create a bias corrected covariance matrix with a given dimension.</TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE><B><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#StorelessCovariance(int, boolean)">StorelessCovariance</A></B>(int&nbsp;dim,
                    boolean&nbsp;biasCorrected)</CODE>

<BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Create a covariance matrix with a given number of rows and columns and the
 indicated bias correction.</TD>
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<CODE>&nbsp;double</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#getCovariance(int, int)">getCovariance</A></B>(int&nbsp;xIndex,
              int&nbsp;yIndex)</CODE>

<BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Get the covariance for an individual element of the covariance matrix.</TD>
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<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE>&nbsp;<A HREF="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</A></CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#getCovarianceMatrix()">getCovarianceMatrix</A></B>()</CODE>

<BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Returns the covariance matrix</TD>
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<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE>&nbsp;double[][]</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#getData()">getData</A></B>()</CODE>

<BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Return the covariance matrix as two-dimensional array.</TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE>&nbsp;int</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#getN()">getN</A></B>()</CODE>

<BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;This <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation"><CODE>Covariance</CODE></A> method is not supported by a <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html" title="class in org.apache.commons.math3.stat.correlation"><CODE>StorelessCovariance</CODE></A>,
 since the number of bivariate observations does not have to be the same for different
 pairs of covariates - i.e., N as defined in <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#getN()"><CODE>Covariance.getN()</CODE></A> is undefined.</TD>
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<CODE>&nbsp;void</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html#increment(double[])">increment</A></B>(double[]&nbsp;data)</CODE>

<BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Increment the covariance matrix with one row of data.</TD>
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<TH ALIGN="left"><B>Methods inherited from class org.apache.commons.math3.stat.correlation.<A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation">Covariance</A></B></TH>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(double[][])">computeCovarianceMatrix</A>, <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(double[][], boolean)">computeCovarianceMatrix</A>, <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(org.apache.commons.math3.linear.RealMatrix)">computeCovarianceMatrix</A>, <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#computeCovarianceMatrix(org.apache.commons.math3.linear.RealMatrix, boolean)">computeCovarianceMatrix</A>, <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#covariance(double[], double[])">covariance</A>, <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#covariance(double[], double[], boolean)">covariance</A></CODE></TD>
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<A NAME="StorelessCovariance(int)"><!-- --></A><H3>
StorelessCovariance</H3>
<PRE>
public <B>StorelessCovariance</B>(int&nbsp;dim)</PRE>
<DL>
<DD>Create a bias corrected covariance matrix with a given dimension.
<P>
<DL>
<DT><B>Parameters:</B><DD><CODE>dim</CODE> - the dimension of the square covariance matrix</DL>
</DL>
<HR>

<A NAME="StorelessCovariance(int, boolean)"><!-- --></A><H3>
StorelessCovariance</H3>
<PRE>
public <B>StorelessCovariance</B>(int&nbsp;dim,
                           boolean&nbsp;biasCorrected)</PRE>
<DL>
<DD>Create a covariance matrix with a given number of rows and columns and the
 indicated bias correction.
<P>
<DL>
<DT><B>Parameters:</B><DD><CODE>dim</CODE> - the dimension of the covariance matrix<DD><CODE>biasCorrected</CODE> - if <code>true</code> the covariance estimate is corrected
 for bias, i.e. n-1 in the denominator, otherwise there is no bias correction,
 i.e. n in the denominator.</DL>
</DL>

<!-- ============ METHOD DETAIL ========== -->

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<A NAME="getCovariance(int, int)"><!-- --></A><H3>
getCovariance</H3>
<PRE>
public double <B>getCovariance</B>(int&nbsp;xIndex,
                            int&nbsp;yIndex)
                     throws <A HREF="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</A></PRE>
<DL>
<DD>Get the covariance for an individual element of the covariance matrix.
<P>
<DD><DL>
<DT><B>Parameters:</B><DD><CODE>xIndex</CODE> - row index in the covariance matrix<DD><CODE>yIndex</CODE> - column index in the covariance matrix
<DT><B>Returns:</B><DD>the covariance of the given element
<DT><B>Throws:</B>
<DD><CODE><A HREF="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</A></CODE> - if the number of observations
 in the cell is &lt; 2</DL>
</DD>
</DL>
<HR>

<A NAME="increment(double[])"><!-- --></A><H3>
increment</H3>
<PRE>
public void <B>increment</B>(double[]&nbsp;data)
               throws <A HREF="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</A></PRE>
<DL>
<DD>Increment the covariance matrix with one row of data.
<P>
<DD><DL>
<DT><B>Parameters:</B><DD><CODE>data</CODE> - array representing one row of data.
<DT><B>Throws:</B>
<DD><CODE><A HREF="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</A></CODE> - if the length of <code>rowData</code>
 does not match with the covariance matrix</DL>
</DD>
</DL>
<HR>

<A NAME="getCovarianceMatrix()"><!-- --></A><H3>
getCovarianceMatrix</H3>
<PRE>
public <A HREF="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</A> <B>getCovarianceMatrix</B>()
                               throws <A HREF="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</A></PRE>
<DL>
<DD>Returns the covariance matrix
<P>
<DD><DL>
<DT><B>Overrides:</B><DD><CODE><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#getCovarianceMatrix()">getCovarianceMatrix</A></CODE> in class <CODE><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation">Covariance</A></CODE></DL>
</DD>
<DD><DL>

<DT><B>Returns:</B><DD>covariance matrix
<DT><B>Throws:</B>
<DD><CODE><A HREF="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</A></CODE> - if the number of observations
 in a cell is &lt; 2</DL>
</DD>
</DL>
<HR>

<A NAME="getData()"><!-- --></A><H3>
getData</H3>
<PRE>
public double[][] <B>getData</B>()
                   throws <A HREF="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</A></PRE>
<DL>
<DD>Return the covariance matrix as two-dimensional array.
<P>
<DD><DL>

<DT><B>Returns:</B><DD>a two-dimensional double array of covariance values
<DT><B>Throws:</B>
<DD><CODE><A HREF="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</A></CODE> - if the number of observations
 for a cell is &lt; 2</DL>
</DD>
</DL>
<HR>

<A NAME="getN()"><!-- --></A><H3>
getN</H3>
<PRE>
public int <B>getN</B>()
         throws <A HREF="../../../../../../org/apache/commons/math3/exception/MathUnsupportedOperationException.html" title="class in org.apache.commons.math3.exception">MathUnsupportedOperationException</A></PRE>
<DL>
<DD>This <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation"><CODE>Covariance</CODE></A> method is not supported by a <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/StorelessCovariance.html" title="class in org.apache.commons.math3.stat.correlation"><CODE>StorelessCovariance</CODE></A>,
 since the number of bivariate observations does not have to be the same for different
 pairs of covariates - i.e., N as defined in <A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#getN()"><CODE>Covariance.getN()</CODE></A> is undefined.
<P>
<DD><DL>
<DT><B>Overrides:</B><DD><CODE><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html#getN()">getN</A></CODE> in class <CODE><A HREF="../../../../../../org/apache/commons/math3/stat/correlation/Covariance.html" title="class in org.apache.commons.math3.stat.correlation">Covariance</A></CODE></DL>
</DD>
<DD><DL>

<DT><B>Returns:</B><DD>nothing as this implementation always throws a
 <A HREF="../../../../../../org/apache/commons/math3/exception/MathUnsupportedOperationException.html" title="class in org.apache.commons.math3.exception"><CODE>MathUnsupportedOperationException</CODE></A>
<DT><B>Throws:</B>
<DD><CODE><A HREF="../../../../../../org/apache/commons/math3/exception/MathUnsupportedOperationException.html" title="class in org.apache.commons.math3.exception">MathUnsupportedOperationException</A></CODE> - in all cases</DL>
</DD>
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